Seeking Alpha
Value, growth, long-term horizon, medium-term horizon
Profile| Send Message|
( followers)  

Here is a list of the top 10 most and least volatile S&P 500 stocks over the last month. To create this list, we looked at dispersion of returns, as measured by the average daily high/low trading ranges.

Volatility data sourced from Finviz.

Sector Overview: Volatility Over The Last Month

By averaging out the volatilities of the sector components, we can estimate the overall sector volatility. Based on our calculations, the Tech sector has been the most volatile sector over the last month. Utilities have been the least volatile.

Basic Materials: 2.61% (based on 56 stocks)
Conglomerates: 1.78% (based on 7 stocks)
Consumer Goods: 1.98% (based on 59 stocks)
Financial: 2.43% (based on 80 stocks)
Healthcare: 1.88% (based on 43 stocks)
Industrial Goods: 2.16% (based on 41 stocks)
Services: 2.33% (based on 101 stocks)
Technology: 2.51% (based on 78 stocks)
Utilities: 1.40% (based on 35 stocks)

Top 10 Most Volatile Stocks During October

H&R Block, Inc. (NYSE:HRB): 5.51%
Office Depot, Inc. (NYSE:ODP): 4.76%
Citrix Systems, Inc. (NASDAQ:CTXS): 4.66%
Marshall & Ilsley Corporation (NYSE:MI): 4.6%
Eastman Kodak Co. (EK): 4.48% (NYSE:CRM): 4.34%
Massey Energy Co. (NYSE:MEE): 4.33%
DeVry, Inc. (NYSE:DV): 4.18%
First Horizon National Corp. (NYSE:FHN): 4.07%
Akamai Technologies Inc. (NASDAQ:AKAM): 3.951%

Top 10 Least Volatile Stocks During October

Southern Company (NYSE:SO): 0.89%
Consolidated Edison Inc. (NYSE:ED): 0.91%
Progress Energy Inc. (NYSE:PGN): 0.93%
Genzyme Corp. (GENZ): 0.95%
The Coca-Cola Company (NYSE:KO): 0.97%
Hormel Foods Corp. (NYSE:HRL): 1%
Altria Group Inc. (NYSE:MO): 1.01%
Johnson & Johnson (NYSE:JNJ): 1.011%
Duke Energy Corporation (NYSE:DUK): 1.012%
Dun & Bradstreet Corp. (NYSE:DNB): 1.05%

Disclosure: No positions

Source: Top 10 Most (And Least) Volatile Stocks Over the Last Month